Spatial expectile predictions for elliptical random fields

DOI10.1007/S11009-017-9583-2zbMath1394.60051OpenAlexW3187015402MaRDI QIDQ1657810

Didier Rullière, Véronique Maume-Deschamps, Antoine Usseglio-Carleve

Publication date: 14 August 2018

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-017-9583-2

zbMATH Keywords

spatial predictionelliptical distributionexpectile regressionextremal expectile

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Random fields (60G60) Inference from spatial processes (62M30) Gaussian processes (60G15)

Related Items (1)

Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors

Cites Work

• Asymmetric Least Squares Estimation and Testing
• Geoadditive expectile regression
• Multivariate generalized Laplace distribution and related random fields
• On the theory of elliptically contoured distributions
• Expectiles and \(M\)-quantiles are quantiles
• Consistency property of elliptical probability density functions
• Some variant of Newton's method with third-order convergence.
• Quantile predictions for elliptical random fields
• Generalized quantiles as risk measures
• A new family of slash-distributions with elliptical contours
• Regression Quantiles
• The Kotz-type distribution with applications
• Model-Based Clustering, Discriminant Analysis, and Density Estimation
• Multivariate extremes, aggregation and dependence in elliptical distributions
• Multivariate T-Distributions and Their Applications
• Strong asymptotic equivalence and inversion of functions in the class \(K_c\)

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